Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (Q2862998)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6231166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) |
scientific article; zbMATH DE number 6231166 |
Statements
20 November 2013
0 references
infinitely divisible cascades
0 references
fractional Brownian motion
0 references
multifractal random walks
0 references
scaling properties
0 references
Construction of multifractal fractional random walks with Hurst index smaller than \(1/2\) (English)
0 references
0.7804283499717712
0 references
0.7761399149894714
0 references
0.7630471587181091
0 references
0.75682133436203
0 references
0.7383612990379333
0 references
